+57.9%
SPMO vs MULL
+2,620.5%
-2,562.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.8% |
| 7D | +2.7% | +14.8% | -12.1% | +0.9% |
| 30D | +1.1% | +36.6% | -35.5% | -3.1% |
| 3M | +2.0% | -8.9% | +10.9% | -1.1% |
| 6M | +26.5% | +311.9% | -285.4% | +0.3% |
| YTD | +26.5% | +579.8% | -553.3% | -7.3% |
| 1Y | +27.9% | +2,421.5% | -2,393.6% | -23.3% |
| All | +57.9% | +2,620.5% | -2,562.6% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling